You should really consider just install a Virtual Machine using VMWare if possible. You can still get start with Windows, but you could come across a lot of hiccups on various packages you want to use. I was from Windows too... now I switched myself to a mac and never looked back....
The point is, Ruby runs just a lot better on any POSIX other than using Windows, so its better not to try forcing anything suppose to work properly on one platform on another one. Practically, you will NEVER consider hosting a rails application in Windows (similarly, I doubted if you should ever consider hosting a PHP app in Windows too... you are just putting more cost to hurt your own feet by doing so...)
Another possibility is try to get Ubuntu setup on a USB memory/ hard drive and boot using that when you want to play Rails, slightly problematic, but better performance.
NetBeans as suggested as beginner IDE is good. Although if you get start properly with a good book (Pragmatic defacto Rails book 3rd edition is a good choice, you will never put that one down even after so long as the references are just too useful). Alternatively Rails Guide is something you shouldn't miss.